English

On the uniqueness result for the BSDE with continuous coefficient

Probability 2022-08-09 v1

Abstract

In this paper, we study one-dimensional backward stochastic differential equation (BSDE, for short), whose coefficient ff is Lipschitz in yy but only continuous in zz. In addition, if the terminal condition ξ\xi has bounded Malliavin derivative, we prove some uniqueness results for the BSDE with quadratic and linear growth in zz, respectively.

Keywords

Cite

@article{arxiv.2208.03715,
  title  = {On the uniqueness result for the BSDE with continuous coefficient},
  author = {Yufeng Shi and Zhi Yang},
  journal= {arXiv preprint arXiv:2208.03715},
  year   = {2022}
}
R2 v1 2026-06-25T01:32:50.388Z